-79.4%
AMIX vs ACM
-17.9%
-61.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -6.0% | -4.8% |
| 7D | -25.1% | +9.5% | -34.6% | -29.7% |
| 30D | -54.5% | +14.7% | -69.2% | -58.8% |
| 3M | -91.7% | -9.5% | -82.2% | -89.9% |
| 6M | -79.4% | -18.0% | -61.4% | -73.0% |
| All | -79.4% | -17.9% | -61.5% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling